+174.0%
EOG vs HST
+72.4%
+101.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.0% | +2.0% | -4.0% | -2.7% |
| 30D | +7.9% | -5.2% | +13.1% | +9.7% |
| 3M | +4.5% | -6.2% | +10.7% | +6.1% |
| 6M | +12.3% | +20.4% | -8.1% | +3.5% |
| YTD | +41.9% | +30.6% | +11.2% | +26.3% |
| 1Y | +27.8% | +37.4% | -9.5% | +11.2% |
| 3Y | +21.8% | +66.1% | -44.3% | -4.4% |
| 5Y | +174.0% | +73.7% | +100.3% | +106.2% |
| All | +174.0% | +72.4% | +101.6% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling